Items where Author is "Gallo, Giampiero M."

Barigozzi, Matteo, Gallo, Giampiero M., Brownlees, Christian T. and Veredas, David (2014) Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Journal of Econometrics, 182 (2). pp. 364-384. ISSN 0304-4076

Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M. and Veredas, David (2010) Disentangling systematic and idiosyncratic risk for large panels of assets. ECARES working paper (2010‐019). Université Libre de Bruxelles, Brussels, Belgium.